Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 0.441956 0.490287 0.543696 0.607466 0.682020 0.767027 0.872150
2025-02-02 0.385189 0.446494 0.518589 0.610753 0.727104 0.871434 1.067824
2025-02-09 0.341229 0.408536 0.491458 0.603209 0.753234 0.952887 1.248233
2025-02-16 0.311693 0.383390 0.475266 0.604894 0.788763 1.049913 1.468754
2025-02-23 0.280530 0.352173 0.446783 0.585131 0.790203 1.097529 1.625803
2025-03-02 0.253181 0.323071 0.417629 0.560021 0.779014 1.122685 1.750934
2025-03-09 0.239129 0.310534 0.409710 0.563956 0.811193 1.220300 2.024997
2025-03-16 0.231641 0.306244 0.412701 0.583968 0.870916 1.374257 2.450985
2025-03-23 0.222244 0.298284 0.409308 0.593215 0.913594 1.506060 2.877902
2025-03-30 0.212405 0.288815 0.402627 0.596071 0.945081 1.622684 3.315360
2025-04-06 0.202127 0.277893 0.392686 0.592192 0.963392 1.716315 3.735120
2025-04-13 0.188195 0.260530 0.371302 0.566552 0.937075 1.710388 3.884920
2025-04-20 0.181417 0.254066 0.367337 0.571830 0.973307 1.854292 4.555105
2025-04-27 0.175442 0.248437 0.364239 0.578250 1.012840 2.016417 5.389443
2025-05-04 0.167869 0.239791 0.355463 0.573259 1.027785 2.122719 6.107340
2025-05-11 0.162301 0.234019 0.351082 0.576036 1.059928 2.282769 7.171606
2025-05-18 0.153727 0.222882 0.336752 0.558243 1.043463 2.306269 7.667311
2025-05-25 0.144916 0.210947 0.320364 0.535086 1.011826 2.280016 7.916565
2025-06-01 0.141038 0.206988 0.317709 0.539015 1.044375 2.452866 9.380644
2025-06-08 0.139683 0.207138 0.322289 0.557957 1.116279 2.773075 12.192158
2025-06-15 0.136900 0.204703 0.322004 0.566729 1.164376 3.034839 15.165112
2025-06-22 0.133454 0.200946 0.319034 0.569464 1.197292 3.257004 18.379850
2025-06-29 0.129384 0.195915 0.313388 0.565853 1.212598 3.420163 21.524678